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Kate Middleton, Catherine, Duchess of Cambridge, Prince William

Ian Vogler-Pool/Getty Images

It looks like we still don't know whether Prince George will be getting a little brother or sister. Then again, neither do Kate Middleton or Prince William!

The palace tells E! News, "The couple do not know what the sex of the baby is!"

So it continues to remain a mystery despite some reports saying that the Duchess of Cambridge will be having a girl named Diana. A source told OK! that they "chose" Diana because they "felt they needed to go with something very traditional, like Elizabeth or Mary, or something that had a lot of meaning to them."

The odds from Ladbrokes, a British-based gaming company, have the royals naming their potential daughter Diana at 12/1, while Elizabeth remains the favorite at 5/1.

The princess, who is nearly seven months pregnant, told a 17-year-old girl last month at the opening of the Kensington Leisure Center that she can feel her baby kicking, according to The Telegraph.

Kate Middleton, Catherine, Duchess of Cambridge

Ben Pruchnie/GC Images

"It's moving all the time," she was quoted as saying. "I can feel it kicking now."

She added that she didn't know the sex of the baby back then either, hence her referring to little George's future sibling as "it."

Since then, Kate and her family have reportedly taken it easy by relaxing on the gorgeous island of Mustique, a source told People. And a source confirmed to E! News that there has been increased security on the island and restrictions in place due to "important guests" visiting.

The Palace wouldn't comment or confirm details.

This wouldn't have been the royal family's first time on the island, as the Middletons have headed there as their annual family trip. But daddy Wills stayed back last year to focus on his studies.

E!'s new scripted series The Royals premieres Sunday, March 15, at 10 p.m.! Follow The Royals on Twitter and Facebook for the latest updates!